I really like WS FTP LE... which no longer exists in that format, but I've had it for ages now.. It's a handy lil FTP app in my mind..
I've used nftp from the CLI and I do religiously use the CLI ftp command as well... I guess it all depends on what you're doing.
I've used the built-in explorer FTP on almost a daily basis for the last year or 2 and I use the Dreamweaver built-in FTP software half the time...
SmartFTP is what we provide at the college since it's free.